Combine 2 cups flour and the yeast in a large mixing bowl.
Heat milk, butter, sugar, salt in a pan until the butter is melted (about 115°F).
Add the milk mixture to the flour and yeast. Mix well, add the egg and beat well. Add remainder of flour. Knead, if you wish, or don't knead, just make sure that everything is well mixed.
Transfer to a greased bowl. Cover and put in warm place to rise until doubled in size (1 1/2 h)
After dough has risen, put it out onto a floured bread board and allow it to rest for 5-10 minutes. Divide the dough into two halves.
Pat out or roll out each half with a rolling pin.
Spread half with red bean paste while the other with chestnut puree. Roll the dough up like a jelly roll and twist both dough and place into a loaf. Let rise for another 30 minutes.
Brush top (additional) yolk.
Bake at 350 °F (177 °C) for about 30 minutes until lightly browned.